Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51626.01 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48426.95 Kr¶

PnL: ---------------------------------------> -660.62 Kr¶

DD now: ---------------------------------> -0.613 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 17:19:45.252080'

Anic Portfolio¶

Today¶

Return: -0.525 %¶

This Week¶

Return: 8.624 %¶

Total¶

Return: 69.01 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.660000 776.800000 103.800000 15.420000 673.000000
Nordea Bank Abp 29 -0.210000 3527.560000 73.560000 2.130000 3453.999992
Fasadgruppen Group 38 2.030000 4195.200000 54.200000 1.310000 4140.999992
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
HEBA B 70 -1.800000 2674.000000 38.000000 1.440000 2636.000010
Swedbank A 3 1.830000 601.800000 37.800000 6.700000 564.000000
Resurs Holding 22 0.180000 610.060000 36.060000 6.280000 573.999998
SAAB B 8 -0.440000 3412.000000 35.000000 1.040000 3377.000000
AcadeMedia 12 -0.770000 589.920000 32.920000 5.910000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.970000 379.400000 24.400000 6.870000 355.000000
Norva24 Group 16 1.440000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.300000 541.000000 14.000000 2.660000 527.000000
OEM International B 7 -1.660000 539.700000 11.700000 2.220000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.730000 572.250000 10.250000 1.820000 562.000005
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.660000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Securitas B 6 -1.390000 571.080000 1.080000 0.190000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 246.720000 0.720000 0.290000 246.000000
Coor Service Management Hold. 8 0.230000 532.400000 0.400000 0.080000 532.000000
Handelsbanken A 5 0.180000 544.250000 -1.750000 -0.320000 546.000000
Midsona B 63 -3.600000 573.930000 -9.070000 -1.560000 582.999984
Corem Property Group B 59 -2.690000 565.810000 -11.190000 -1.940000 576.999999
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Boozt 12 -1.170000 1626.000000 -28.000000 -1.690000 1653.999996
Essity B 2 -0.910000 545.000000 -29.000000 -5.050000 574.000000
International Petroleum Corp. 5 -1.670000 561.000000 -33.570000 -5.650000 594.565215
CTEK 13 -1.390000 499.460000 -34.540000 -6.470000 533.999999
Vivesto 1368 -1.250000 560.610000 -52.390000 -8.550000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -1.240000 3002.400000 -81.600000 -2.650000 3083.999994
OX2 22 -1.050000 1763.300000 -225.700000 -11.350000 1989.000002
Axfood 15 0.370000 4060.500000 -239.500000 -5.570000 4300.000005
Ovzon 64 -2.220000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48426.950000 -660.620000 -0.61291% 49087.564636

Updated:¶

'2023-01-31 17:19:58.458638'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶